Summary
CGGE
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 17.54% Volatility 17.04% Sharpe 0.86
Official loaded data — not a live quote.

CAPITAL GROUP GLOBAL EQUITY ETF SHARE CLASS

Symbol: CGGE

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/06/2024

Latest date: 17/07/2026

Current price: $34.29

Expense ratio: 0.47%

Assets under management
$2.9B
0.62% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.52%

Ann. -47.83% (Sharpe / Sortino numerator)

Volatility

23.16%

Sharpe ratio

-2.222

VaR 95%

-2.26%

CVaR 95%: -2.30%
Max drawdown: -8.47%
Sortino ratio: -4.136
Calmar ratio: -5.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.28%

Ann. -14.85% (Sharpe / Sortino numerator)

Volatility

17.89%

Sharpe ratio

-1.033

VaR 95%

-2.13%

CVaR 95%: -2.22%
Max drawdown: -10.93%
Sortino ratio: -1.749
Calmar ratio: -1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.06%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

-0.336

VaR 95%

-1.49%

CVaR 95%: -2.09%
Max drawdown: -10.93%
Sortino ratio: -0.520
Calmar ratio: -0.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.54%

Ann. 18.29% (Sharpe / Sortino numerator)

Volatility

17.04%

Sharpe ratio

0.860

VaR 95%

-1.43%

CVaR 95%: -2.40%
Max drawdown: -10.93%
Sortino ratio: 1.137
Calmar ratio: 1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.53%

Ann. 18.56% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

0.944

VaR 95%

-1.44%

CVaR 95%: -2.16%
Max drawdown: -14.44%
Sortino ratio: 1.327
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

3.782%

08/04/2026
Worst day

-2.776%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $34.08 $34.49 $34.00 $34.29 489,000
16/07/2026 $34.63 $34.76 $34.43 $34.58 440,400
15/07/2026 $34.88 $34.89 $34.58 $34.88 412,900
14/07/2026 $34.71 $34.86 $34.61 $34.69 399,700
13/07/2026 $34.65 $34.69 $34.40 $34.43 311,500
10/07/2026 $34.91 $34.96 $34.65 $34.91 417,500
09/07/2026 $34.91 $35.02 $34.76 $34.96 556,300
08/07/2026 $34.51 $34.73 $34.37 $34.66 903,800
07/07/2026 $35.11 $35.14 $34.76 $34.89 289,600
06/07/2026 $35.31 $35.41 $35.23 $35.34 568,900